Hi,

I was wondering if you could kindly help me out. I am using Gretl to regress panel data for my dissertation. My panel data consists of data on 13 villages over the span of 8 years: 2001 - 2008 (a total of 104 observations). The problem is whenever I lag any of my variables (such as government spending) Gretl drops my first year of observations and leaves me with only 91 over a span of 7 years instead.

Is there any way to fix this problem or will this always happen regardless? I tried readjusting my data set to include a year 2000 with only zero values in it, but the same thing happened again.

Your help is much appreciated,

Mina